The outermost part dissipates heat quickly to the air which lowers it's temperature (the temperature of the outermost part, that is).
In regular materials, the heat flows quickly from the center, so the temperature of the outer layer cannot drop significantly in such a short amount of time.
But this material conducts heat so poorly that this doesn't happen, so the outer layer stays cool.
At these temperatures, radiation is usually a much more significant heat transport mechanism than conduction or convection, so probably a substantial amount of that heat was deposited in the walls of the room and the bystanders.
In regular materials, the heat flows quickly from the center, so the temperature of the outer layer cannot drop significantly in such a short amount of time.
But this material conducts heat so poorly that this doesn't happen, so the outer layer stays cool.